NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4.600 4.539 -0.061 -1.3% 4.500
High 4.641 4.542 -0.099 -2.1% 4.641
Low 4.505 4.471 -0.034 -0.8% 4.445
Close 4.513 4.508 -0.005 -0.1% 4.508
Range 0.136 0.071 -0.065 -47.8% 0.196
ATR 0.127 0.123 -0.004 -3.2% 0.000
Volume 9,487 8,956 -531 -5.6% 39,077
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.720 4.685 4.547
R3 4.649 4.614 4.528
R2 4.578 4.578 4.521
R1 4.543 4.543 4.515 4.525
PP 4.507 4.507 4.507 4.498
S1 4.472 4.472 4.501 4.454
S2 4.436 4.436 4.495
S3 4.365 4.401 4.488
S4 4.294 4.330 4.469
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.119 5.010 4.616
R3 4.923 4.814 4.562
R2 4.727 4.727 4.544
R1 4.618 4.618 4.526 4.673
PP 4.531 4.531 4.531 4.559
S1 4.422 4.422 4.490 4.477
S2 4.335 4.335 4.472
S3 4.139 4.226 4.454
S4 3.943 4.030 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.641 4.445 0.196 4.3% 0.102 2.3% 32% False False 7,815
10 4.930 4.430 0.500 11.1% 0.127 2.8% 16% False False 8,284
20 4.930 4.426 0.504 11.2% 0.119 2.6% 16% False False 8,803
40 4.930 4.147 0.783 17.4% 0.121 2.7% 46% False False 6,145
60 4.930 4.043 0.887 19.7% 0.121 2.7% 52% False False 4,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.844
2.618 4.728
1.618 4.657
1.000 4.613
0.618 4.586
HIGH 4.542
0.618 4.515
0.500 4.507
0.382 4.498
LOW 4.471
0.618 4.427
1.000 4.400
1.618 4.356
2.618 4.285
4.250 4.169
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4.508 4.556
PP 4.507 4.540
S1 4.507 4.524

These figures are updated between 7pm and 10pm EST after a trading day.

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